Expected Loss to be Paid - Liquidation Rates and Key Assumptions in Base Case Expected Loss First Lien RMBS (Details)		6 Months Ended		9 Months Ended		12 Months Ended
		Jun. 30, 2015		Sep. 30, 2015		Dec. 31, 2014
Financing Receivable, Modified in Previous 12 Months [Member] | Subprime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		25.00%		25.00%		25.00%
Financing Receivable, Modified in Previous 12 Months [Member] | Alt-A and Prime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		25.00%		25.00%		25.00%
Financing Receivable, Modified in Previous 12 Months [Member] | Option ARM [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		25.00%		25.00%		25.00%
Financing Receivable, Delinquent in the Previous 12 Months [Member] | Subprime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		25.00%		25.00%		25.00%
Financing Receivable, Delinquent in the Previous 12 Months [Member] | Alt-A and Prime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		25.00%		25.00%		25.00%
Financing Receivable, Delinquent in the Previous 12 Months [Member] | Option ARM [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		25.00%		25.00%		25.00%
Financing Receivables, 30 to 59 Days Past Due [Member] | Subprime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		35.00%		50.00%		35.00%
Financing Receivables, 30 to 59 Days Past Due [Member] | Alt-A and Prime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		35.00%		35.00%		35.00%
Financing Receivables, 30 to 59 Days Past Due [Member] | Option ARM [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		40.00%		45.00%		40.00%
Financing Receivables, 60 to 89 Days Past Due [Member] | Subprime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		40.00%		55.00%		40.00%
Financing Receivables, 60 to 89 Days Past Due [Member] | Alt-A and Prime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		50.00%		45.00%		50.00%
Financing Receivables, 60 to 89 Days Past Due [Member] | Option ARM [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		55.00%		55.00%		55.00%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Subprime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		55.00%		60.00%		55.00%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Alt-A and Prime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		60.00%		55.00%		60.00%
Financing Receivables, Equal to Greater than 90 Days Past Due [Member] | Option ARM [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		65.00%		65.00%		65.00%
Financing Receivables, Bankruptcy [Member] | Subprime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		40.00%		40.00%		40.00%
Financing Receivables, Bankruptcy [Member] | Alt-A and Prime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		45.00%		45.00%		45.00%
Financing Receivables, Bankruptcy [Member] | Option ARM [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		50.00%		50.00%		50.00%
Financing Receivable, Foreclosure [Member] | Subprime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		70.00%		70.00%		70.00%
Financing Receivable, Foreclosure [Member] | Alt-A and Prime [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		75.00%		65.00%		75.00%
Financing Receivable, Foreclosure [Member] | Option ARM [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		80.00%		75.00%		80.00%
Financing Receivable, Real Estate Owned [Member]
Schedule of Expected Losses to be Paid [Line Items]
Liquidation Rate		100.00%		100.00%		100.00%
United States [Member] | Alt-A [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Period until intermediate CDR	[1]	48 months		48 months		48 months
Final CPR	[1],[2]					15.00%
United States [Member] | Alt-A [Member] | 2005 and prior [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	[1]	60.00%		60.00%		60.00%
United States [Member] | Alt-A [Member] | 2006 [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	[1]	70.00%		70.00%		70.00%
United States [Member] | Alt-A [Member] | 2007 [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	[1]	65.00%		65.00%		65.00%
United States [Member] | Alt-A [Member] | Minimum [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[1]	1.70%		2.40%		2.00%
Intermediate CDR	[1]	0.30%		0.50%		0.40%
Final CDR	[1]	0.10%		0.10%		0.10%
Initial CPR	[1]	1.60%		2.70%		1.70%
Final CPR	[1],[2]	15.00%		15.00%
United States [Member] | Alt-A [Member] | Maximum [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[1]	13.30%		15.40%		13.40%
Intermediate CDR	[1]	2.70%		3.10%		2.70%
Final CDR	[1]	0.70%		0.80%		0.70%
Initial CPR	[1]	27.70%		32.00%		21.00%
Final CPR	[1],[2]	27.70%		32.00%
United States [Member] | Alt-A [Member] | Weighted Average [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[1]	7.10%		6.40%		7.30%
Intermediate CDR	[1]	1.40%		1.30%		1.50%
Final CDR	[1]	0.30%		0.30%		0.30%
Initial CPR	[1]	8.50%		8.90%		7.70%
Final CPR		15.30%	[1],[2]	15.50%	[3],[4]
United States [Member] | Option ARM [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Period until intermediate CDR	[1]	48 months		48 months		48 months
Final CPR	[1],[2]	15.00%		15.00%		15.00%
United States [Member] | Option ARM [Member] | 2005 and prior [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	[1]	60.00%		60.00%		60.00%
United States [Member] | Option ARM [Member] | 2006 [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	[1]	70.00%		70.00%		70.00%
United States [Member] | Option ARM [Member] | 2007 [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	[1]	65.00%		65.00%		65.00%
United States [Member] | Option ARM [Member] | Minimum [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[1]	4.00%		3.60%		4.30%
Intermediate CDR	[1]	0.80%		0.70%		0.90%
Final CDR	[1]	0.20%		0.20%		0.20%
Initial CPR	[1]	1.60%		2.20%		1.10%
United States [Member] | Option ARM [Member] | Maximum [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[1]	12.10%		11.20%		14.20%
Intermediate CDR	[1]	2.40%		2.20%		2.80%
Final CDR	[1]	0.60%		0.60%		0.70%
Initial CPR	[1]	12.30%		7.80%		11.80%
United States [Member] | Option ARM [Member] | Weighted Average [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[1]	9.20%		8.50%		10.60%
Intermediate CDR	[1]	1.80%		1.70%		2.10%
Final CDR	[1]	0.50%		0.40%		0.50%
Initial CPR	[1]	5.00%		4.90%		4.90%
United States [Member] | Subprime [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Period until intermediate CDR	[1]	48 months		48 months		48 months
Final CPR	[1],[2]	15.00%		15.00%		15.00%
United States [Member] | Subprime [Member] | 2005 and prior [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	[1]	75.00%		75.00%		75.00%
United States [Member] | Subprime [Member] | 2006 [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	[1]	90.00%		90.00%		90.00%
United States [Member] | Subprime [Member] | 2007 [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Initial loss severity	[1]	90.00%		90.00%		90.00%
United States [Member] | Subprime [Member] | Minimum [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[1]	4.90%		5.00%		4.90%
Intermediate CDR	[1]	1.00%		1.00%		1.00%
Final CDR	[1]	0.20%		0.30%		0.20%
Initial CPR	[1]	0.00%		0.00%		0.00%
United States [Member] | Subprime [Member] | Maximum [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[1]	13.50%		13.70%		15.00%
Intermediate CDR	[1]	2.70%		2.70%		3.00%
Final CDR	[1]	0.70%		0.70%		0.70%
Initial CPR	[1]	8.70%		9.30%		10.50%
United States [Member] | Subprime [Member] | Weighted Average [Member] | RMBS [Member]
Schedule of Expected Losses to be Paid [Line Items]
Plateau CDR	[1]	9.70%		10.00%		10.60%
Intermediate CDR	[1]	1.90%		2.00%		2.10%
Final CDR	[1]	0.40%		0.40%		0.40%
Initial CPR	[1]	4.00%		3.90%		6.10%

[1] Represents variables for most heavily weighted scenario (the “base case”).

[2] For transactions where the initial CPR is higher than the final CPR, the initial CPR is held constant and the final CPR is not used.

[3] For transactions where the initial CPR is higher than the final CPR, the initial CPR is held constant and the final CPR is not used.

[4] Represents variables for most heavily weighted scenario (the “base case”).